Work

Risk-Adjusted Performance: The Correlation Correction

Year: 2000

Type: article

Source: Financial Analysts Journal

DOI: 10.2469/faj.v56.n5.2391

Author: Arun S. Muralidhar

Institution: J.P. Morgan

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1899856963

FWCI: 1.614

Cites: 8

Cited by: 58

Related to: 10